It doesn’t need to be supernatural though - just something we don’t yet understand. Aliens aren’t supernatural - they’re just life from a different planet. It’s not just lack of evidence why I don’t believe in God. The whole concept collapses under scrutiny.

Aliens at least seem like something that could conceivably be real. We already know there’s life in the universe. Claiming we’re alone is already a kind of a crazy position in itself.